Article ID: | iaor2006352 |
Country: | Netherlands |
Volume: | 27 |
Issue: | 1 |
Start Page Number: | 29 |
End Page Number: | 37 |
Publication Date: | Aug 2000 |
Journal: | Operations Research Letters |
Authors: | Litvinchev Igor S. |
Ellipsoids that contain all optimal primal solutions, those that contain all optimal dual slack solutions, and primal–dual ellipsoids are derived. They are independent of the algorithm used and have a smaller size than the Choi–Goldfarb ellipsoids.